Deribit Options Market Report 0416 —

Deribit Options Market Report 0416 —— IV Diving

特邀专栏作者

2021-04-16 06:06

This article is about 866 words, reading the full article takes about 2 minutes

The dust of Coinbase’s NASDAQ listing has settled, and the event-driven market will have obvious reactions after the event. In the past two days, IV has crashed and dived. At the same time, the position of Put has risen rapidly, which is close to that

【Daily Review】

【BTC Options】

Implied volatility for each normalized term:

【Historical Volatility】

10d 54%

30d 54%

90d 84%

1Y 68%

DVol 77%

【IV】

Implied volatility for each normalized term:

Today: 1m 78%, 3m 81%, 6m 82%

4/15：1m 68%, 3m 73%, 6m 74%

【Option Flows&Bulk Transaction】

Judging from the Option Flows data, buying put options has an obvious advantage, and the Blocks transaction was also relatively strong yesterday.

【Option position distribution】

【ETH Options】

Each standardized period IV:

【Historical Volatility】

10d 85%

30d 79%

90d 106%

1Y 90%

【IV】

Each standardized period IV:

Today: 1m 80%, 3m 90%, 6m 94%

4/15：1m 84%，3m 95%，6m 98%

【Option Flows&Bulk Transaction】

According to Option Flows data, the market is in a situation where the short side dominates, and the bulk transactions are also dominated by put options.

【Option position distribution】